+41.2%
GDX vs XYL
-21.7%
+62.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.1% |
| 7D | -5.4% | -1.2% | -4.1% | -4.9% |
| 30D | +6.6% | -13.2% | +19.7% | +12.1% |
| 3M | +30.1% | -0.2% | +30.3% | +27.4% |
| 6M | -7.1% | -12.5% | +5.4% | -4.2% |
| YTD | +12.0% | -20.9% | +32.8% | +13.0% |
| 1Y | +41.2% | -21.6% | +62.8% | +40.0% |
| All | +41.2% | -21.7% | +62.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling